+164.6%
FDX vs RUN
-23.6%
+188.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.8% |
| 7D | -1.6% | +33.4% | -35.1% | -4.6% |
| 30D | +6.6% | +31.1% | -24.5% | +3.5% |
| 3M | -2.1% | +6.4% | -8.5% | -3.2% |
| 6M | +2.2% | -22.2% | +24.4% | +3.5% |
| YTD | +33.9% | -45.8% | +79.7% | +38.5% |
| 1Y | +50.2% | -51.1% | +101.4% | +56.3% |
| 3Y | +65.5% | -3.0% | +68.5% | +41.8% |
| 5Y | +74.1% | -82.2% | +156.3% | +72.0% |
| 10Y | +156.7% | +111.9% | +44.8% | +77.2% |
| All | +164.6% | -23.6% | +188.2% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling